V-Lab
V-Lab
Shanghai Stock Exchange Composite Index AGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:15.11% (-0.39%)

Analysis last updated: Tuesday, April 30, 2024 at 08:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Stock Exchange Composite Index AGARCH
paramt-stat
ω0.015712.48
α0.087031.67
β0.9132350.69
γ0.19618.05
Estimation Period:
May 21, 1992 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts